Abstract
Optimal control problems for discrete-time systems with delays are considered. Necessary optimality conditions of the discrete maximum principle type in the case of nonsmooth minimizing functions are derived. Two independent forms of the discrete maximum principle with transversality conditions described in terms of subdifferentials and superdifferentials are obtained. The superdifferential form is new even for non-delayed systems.
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Mordukhovich, B.S., Shvartsman, I. Discrete Maximum Principle for Nonsmooth Optimal Control Problems with Delays. Cybernetics and Systems Analysis 38, 255–264 (2002). https://doi.org/10.1023/A:1016399530185
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DOI: https://doi.org/10.1023/A:1016399530185